'Ejecutar el programa de instalación
PID = Shell(strCmd, vbNormalFocus)
If PID <> 0 Then
    'Esperar a que finalice
    WaitForTerm PID
End If

Global Const SYNCHRONIZE = &H100000
Global Const INFINITE = &HFFFFFFFF

Declare Function OpenProcess Lib "kernel32" (ByVal dwDesiredAccess As Long, ByVal bInheritHandle As Long, _
         ByVal dwProcessId As Long) As Long
Declare Function CloseHandle Lib "kernel32" (ByVal hObject As Long) As Long
Declare Function WaitForSingleObject Lib "kernel32" (ByVal hHandle As Long, ByVal dwMilliseconds As Long) As Long

Sub WaitForTerm(ByVal PID As Long)
    On Error GoTo Gestion_Error

    'Variables locales
    Dim phnd As Long

    phnd = OpenProcess(SYNCHRONIZE, 0, PID)
    If phnd <> 0 Then
        Call WaitForSingleObject(phnd, INFINITE)
        Call CloseHandle(phnd)
    End If
Exit Sub
Gestion_Error:
    Call MsgBox(Err.Number & ": " & Err.Description)
End Sub